+180.2%
CAH vs KIM
+45.1%
+135.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.2% | -1.0% | -1.3% | -2.1% |
| 30D | +1.2% | -1.1% | +2.3% | +1.3% |
| 3M | +13.1% | -5.3% | +18.4% | +13.9% |
| 6M | +8.5% | +3.9% | +4.5% | +8.0% |
| YTD | +17.6% | +20.3% | -2.7% | +15.3% |
| 1Y | +60.7% | +10.4% | +50.2% | +59.0% |
| All | +180.2% | +45.1% | +135.0% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling